On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S)

DOI10.1080/03610926.2014.1002932MaRDI QIDQ2979014zbMATH OpenOpenAlexFDO

Authors Rovshan Aliyev

Publication date 2 May 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.1002932

zbMATH Keywords

ergodic distributionheavy-tailed distributionsinventory model type of \((s,S)\)momentsrenewal functionsubexponential distributions

Mathematics Subject Classification ID

Renewal theory (60K05) Inventory, storage, reservoirs (90B05)

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Cites work

• An efficient heuristic for inventory control when the customer is using a (s,S) policy
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On the continuous-review (s, S) inventory model under compound renewal demand and random lead times
• Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
• Renewal Theorems When the First or the Second Moment is Infinite
• Renewal theory for random variables with a heavy tailed distribution and finite variance
• Sensitivity analysis of an \((s,S)\) inventory model
• Subexponential distributions and integrated tails
• Waiting time distribution in \((T, S)\) inventory systems

Cited in

(12)

• Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance
• scientific article; zbMATH DE number 5998799 (Why is no real title available?)
• The class of L ∩ D and its application to renewal reward process
• On the moments for ergodic distribution of an inventory model of type (s, S) with regularly varying demands having infinite variance
• Some Hermite–Hadamard type integral inequalities for multidimensional general preinvex stochastic processes
• Asymptotic expansions for the some probability characteristics of the one stochastic process with a heavy tailed distributed component having finite variance
• On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times
• Stochastic decomposition in a queueing-inventory system with batch demands, randomized order policy and multiple vacations
• Moment-based approximations for stochastic control model of type ( s , S )
• A study of the stochastic process with general interference of chance and general demands
• On the stochastic process with light and heavy-tailed general interference of chance
• Normal approximations for the ergodic distribution of a semi-Markovian inventory model of type (s, S)

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